+56.6%
LHX vs AFRM
+195.9%
-139.3%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.9% | +1.2% | -1.6% |
| 7D | +5.3% | -5.5% | +10.8% | +5.5% |
| 30D | +15.8% | -15.5% | +31.3% | +16.4% |
| 3M | -6.1% | -10.3% | +4.2% | -5.8% |
| 6M | -11.4% | +0.6% | -12.0% | -11.7% |
| YTD | -6.3% | -11.5% | +5.3% | -6.4% |
| 1Y | -8.0% | -16.6% | +8.6% | -7.9% |
| All | +56.6% | +195.9% | -139.3% | +49.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AFRM.
Daily Out/Under-Performance
Portfolio return minus AFRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AFRM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded AFRM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling